Thông tin tài liệu:
This book aims to give a complete and self-contained presentation of semi-
Markov models with finitely many states, in view of solving real life problems of
risk management in three main fields: Finance, Insurance and Reliability
providing a useful complement to our first book (Janssen and Manca (2006))
which gives a theoretical presentation of semi-Markov theory. However, to help
assure the book is self-contained, the first three chapters provide a summary of
the basic tools on semi-Markov theory that the reader will need to understand our
presentation. For more details, we refer the reader to our first book (Janssen and
Manca (2006)) whose notations, definitions and results have...
Nội dung trích xuất từ tài liệu:
SEMI-MARKOV RISK MODELS FOR FINANCE, INSURANCE AND RELIABILITY